-9.0%
HUM vs LULU
-75.0%
+66.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.2% |
| 30D | +5.4% | -18.1% | +23.5% | +7.1% |
| 3M | +11.4% | -18.8% | +30.2% | +13.2% |
| 6M | +141.5% | -39.2% | +180.7% | +151.7% |
| YTD | +61.2% | -52.4% | +113.6% | +71.9% |
| 1Y | +49.2% | -40.3% | +89.5% | +56.4% |
| 3Y | -9.0% | -75.1% | +66.1% | -2.7% |
| All | -9.0% | -75.0% | +66.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LULU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling